market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 0.64% 94.60 CHF 95.20 CHF 2,400 2,400 2,400 2,400 223,146 CHF 224,586 CHF 99.09% 99.09%
12/07/2024 0.63% 97.20 CHF 97.80 CHF 2,500 2,500 2,500 2,500 237,098 CHF 238,598 CHF 100.00% 100.00%
11/07/2024 0.61% 92.70 CHF 93.20 CHF 2,500 2,500 2,500 2,500 233,830 CHF 235,251 CHF 99.99% 99.99%
10/07/2024 0.57% 90.60 CHF 91.10 CHF 2,700 2,700 2,700 2,700 237,957 CHF 239,307 CHF 100.00% 100.00%
09/07/2024 0.70% 81.80 CHF 82.40 CHF 2,500 2,500 2,500 2,500 212,862 CHF 214,362 CHF 100.00% 100.00%
08/07/2024 0.61% 93.20 CHF 93.80 CHF 2,400 2,400 2,400 2,400 234,415 CHF 235,855 CHF 99.99% 99.99%
05/07/2024 0.63% 91.90 CHF 92.50 CHF 2,300 2,300 2,300 2,300 217,525 CHF 218,905 CHF 100.00% 100.00%
04/07/2024 0.51% 98.90 CHF 99.40 CHF 2,500 2,500 2,500 2,500 244,499 CHF 245,749 CHF 100.00% 100.00%
03/07/2024 0.56% 89.50 CHF 90.00 CHF 2,800 2,800 2,800 2,800 248,641 CHF 250,041 CHF 100.00% 100.00%
02/07/2024 0.64% 78.70 CHF 79.20 CHF 2,600 2,600 2,600 2,600 203,140 CHF 204,440 CHF 99.97% 99.97%

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